CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2941 |
1.2999 |
0.0058 |
0.4% |
1.2819 |
| High |
1.3047 |
1.3044 |
-0.0003 |
0.0% |
1.3047 |
| Low |
1.2907 |
1.2975 |
0.0068 |
0.5% |
1.2751 |
| Close |
1.3019 |
1.3009 |
-0.0010 |
-0.1% |
1.3019 |
| Range |
0.0140 |
0.0069 |
-0.0071 |
-50.7% |
0.0296 |
| ATR |
0.0119 |
0.0115 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
298,273 |
185,838 |
-112,435 |
-37.7% |
1,275,691 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3216 |
1.3182 |
1.3047 |
|
| R3 |
1.3147 |
1.3113 |
1.3028 |
|
| R2 |
1.3078 |
1.3078 |
1.3022 |
|
| R1 |
1.3044 |
1.3044 |
1.3015 |
1.3061 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.3018 |
| S1 |
1.2975 |
1.2975 |
1.3003 |
1.2992 |
| S2 |
1.2940 |
1.2940 |
1.2996 |
|
| S3 |
1.2871 |
1.2906 |
1.2990 |
|
| S4 |
1.2802 |
1.2837 |
1.2971 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3827 |
1.3719 |
1.3182 |
|
| R3 |
1.3531 |
1.3423 |
1.3100 |
|
| R2 |
1.3235 |
1.3235 |
1.3073 |
|
| R1 |
1.3127 |
1.3127 |
1.3046 |
1.3181 |
| PP |
1.2939 |
1.2939 |
1.2939 |
1.2966 |
| S1 |
1.2831 |
1.2831 |
1.2992 |
1.2885 |
| S2 |
1.2643 |
1.2643 |
1.2965 |
|
| S3 |
1.2347 |
1.2535 |
1.2938 |
|
| S4 |
1.2051 |
1.2239 |
1.2856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3047 |
1.2751 |
0.0296 |
2.3% |
0.0111 |
0.9% |
87% |
False |
False |
273,156 |
| 10 |
1.3094 |
1.2751 |
0.0343 |
2.6% |
0.0118 |
0.9% |
75% |
False |
False |
268,758 |
| 20 |
1.3115 |
1.2751 |
0.0364 |
2.8% |
0.0114 |
0.9% |
71% |
False |
False |
248,029 |
| 40 |
1.3530 |
1.2751 |
0.0779 |
6.0% |
0.0113 |
0.9% |
33% |
False |
False |
126,172 |
| 60 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0111 |
0.9% |
26% |
False |
False |
84,236 |
| 80 |
1.3731 |
1.2751 |
0.0980 |
7.5% |
0.0101 |
0.8% |
26% |
False |
False |
63,204 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0089 |
0.7% |
29% |
False |
False |
50,567 |
| 120 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0079 |
0.6% |
29% |
False |
False |
42,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3337 |
|
2.618 |
1.3225 |
|
1.618 |
1.3156 |
|
1.000 |
1.3113 |
|
0.618 |
1.3087 |
|
HIGH |
1.3044 |
|
0.618 |
1.3018 |
|
0.500 |
1.3010 |
|
0.382 |
1.3001 |
|
LOW |
1.2975 |
|
0.618 |
1.2932 |
|
1.000 |
1.2906 |
|
1.618 |
1.2863 |
|
2.618 |
1.2794 |
|
4.250 |
1.2682 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3010 |
1.2972 |
| PP |
1.3009 |
1.2936 |
| S1 |
1.3009 |
1.2899 |
|